-26.9%
DOW vs LTH
+186.8%
-213.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +15.7% | +17.7% | -2.0% | +12.9% |
| 3M | +5.3% | +8.5% | -3.2% | +3.9% |
| 6M | -14.2% | +46.9% | -61.1% | -19.4% |
| YTD | +43.9% | +78.8% | -34.9% | +30.1% |
| 1Y | +53.1% | +84.9% | -31.9% | +37.5% |
| 3Y | -21.8% | +246.4% | -268.2% | -37.5% |
| 5Y | -28.3% | +129.6% | -157.9% | -44.1% |
| All | -26.9% | +186.8% | -213.7% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling